Oxygen sensors are used by any cars using emissions. So, basically, every car made for the United States has them. An oxygen sensor detects the air/fuel mixture by the amount of oxygen in the exhaust gas. If it's too lean or too rich, the Fuel injection system will be sent that reading and if functioning properly, will correct the problem. The upstream sensor is usually located on the header/exhaust manifold. It is threaded into a hole and has 1 to 3 wires coming out the backside. Obviously, it is very important to make sure when you replace it, that you have the same number of wires. That's pretty lame though if you could mess that up. The downstream sensor is usually located around the Catalytic Converter which sits around mid car. This is usually a 1 wire setup i believe. threaded into a hole the same way as the upper. These generally cost less and are rarely a pain to replace. The best way to check your oxygen sensor is to grab a wrench and take it out. Be carefull not to mess up the wires. When it's out, look at the end that's in the exhaust. If it's corroded or burned up, it probably needs replacement. Mileage is important most cars need an oxygen sensor somewhere between 50k and 100k miles.
The best thing to do is go to a parts website such as http://advanceautoparts.com/ and look up your vehicle listings.
Oxygen Sensors...Here's the deal [Archive] - ForumsHQ
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exmonkeypunk
Re: Oxygen Sensors...Here's the deal [Archive] - ForumsHQ
oh yeah, Another thing. I've found that you do not have to spend alot of money replacing these overpriced parts. Simply take out the oxygen sensor, go to your nearest parts store (not in the same car dork) Find a sensor with the same ratings/wires/threads that costs less. It won't be for your same application, but this works. i've replaced sensors on cars for 5 bucks a pop this way.